Problem: There exist constants $a$ and $b$ so that
\[\cos^3 \theta = a \cos 3 \theta  + b \cos \theta\]for all angles $\theta.$  Enter the ordered pair $(a,b).$
From the triple angle formulas, $\cos 3 \theta = 4 \cos^3 \theta - 3 \cos \theta.$  Hence,
\[\cos^3 \theta = \frac{1}{4} \cos 3 \theta + \frac{3}{4} \cos \theta,\]so $(a,b) = \boxed{\left( \frac{1}{4}, \frac{3}{4} \right)}.$